The research unit of Finance and Insurance (FINS), headed by Steven Vanduffel, is conducting research in the areas of corporate finance, financial engineering, econometrics and insurance mathematics. Kris Boudt, Lieven De Moor and Steven Vanduffel are the full-time professors associated with FINS.
The current research of Kris Boudt involves the development of econometric methods to estimate, forecast and optimize financial risk acknowledging the non-linear and non-normal features of the dynamic distribution of financial returns and integrate new data types (high-frequency data, text analysis, sustainability scores, macro-financial state variables).
Historically, the research focus of Lieven De Moor has been on empirical asset pricing and international and macro finance, but recently it has further expanded to portfolio management, socially responsible investing, financial literacy, educational policy, and SME finance.
Steven Vanduffel's recent research focuses on the analysis of model risk, the optimal design of derivatives, the modeling of stochastic dependence and risk management. Over the last years the group has significantly expanded and increased its research output on all levels. The research unit regularly welcomes international visitors and has excellent research partnerships with the financial industry.
Over the last years the group has significantly expanded and shows an increasing stream of strong research output appearing in top journals such as Journal of Banking and Finance, Review of Finance, Journal of Mathematical Economics and Journal of Risk and Insurance. We regularly welcome international visitors and have excellent research partnerships with the financial industry.